Place the Oreos into a food processor and pulse until it has come to a fine consistency.
Add the cream cheese and mix until it's totally combined.
Use a small cookie scoop to create 24 balls.
Place the balls on a parchment paper lined baking sheet and stick it in the freezer to set up. (The balls are much easier to dip if they are frozen. Don't worry if the balls are not perfectly round. Once you start to decorate that won't matter.)
Take 1/2 cup of the candy melts and grated them with a cheese grater to create the blue sprinkles for the cookie monster "fur". Just grate it into a small bowl and set it aside until you're ready to assemble.
Melt the remaining candy melts according to package directions.
Working quickly, dip an Oreo ball into the melted chocolate using a dipping tool or a fork.
Once the ball is fully coated, sprinkle with the grated candy melts, place the eyeballs on top and stick the chocolate chip cookie under the eyes. The melted candy will start to harden and will hold the chocolate chip cookie in place.
Place them back onto a parchment lined baking sheet to set completely. Keep them stored in an airtight container, in the refrigerator until you are ready to serve them.